Pages that link to "Item:Q278452"
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The following pages link to Numerical solutions of regime-switching jump diffusions (Q278452):
Displaying 10 items.
- Tamed-Euler method for hybrid stochastic differential equations with Markovian switching (Q1730321) (← links)
- Switching-dominated stability of numerical solutions for hybrid neutral stochastic differential delay equations (Q2283226) (← links)
- Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions (Q2315815) (← links)
- A regime-switching model with jumps and its application to bond pricing and insurance (Q2834907) (← links)
- Milstein-Type Procedures for Numerical Solutions of Stochastic Differential Equations with Markovian Switching (Q5347527) (← links)
- Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions (Q5374436) (← links)
- Asymptotic stability in distribution of stochastic systems with semi-Markovian switching (Q5382995) (← links)
- Using Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes (Q6111893) (← links)
- Milstein scheme for stochastic differential equation with Markovian switching and Lévy noise (Q6130376) (← links)
- Variable-step Euler-Maruyama approximations of regime-switching jump diffusion processes (Q6556245) (← links)
